期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2020
卷号：17
期号：2
页码：733
DOI：10.30757/ALEA.v17-28
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：We establish two equivalent versions of the Darling–Erdős theorem for Lévy processes in the domain of attraction of a stable process at zero with index α ∈ (0, 2). In the course of our proofs we obtain a number of maximal and exponential inequalities for general Lévy processes, which should be of separate interest.
其他关键词：Darling–Erdős theorem, domain of attraction, stable process.
